A simple and effective scanning rule for a multi-channel system
From MaRDI portal
Publication:1922593
DOI10.1007/BF02613905zbMath0855.62065MaRDI QIDQ1922593
Publication date: 9 February 1997
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/176645
Brownian motionSPRTsequential probability ratio testallocation ruleCUSUM procedurechange point problemsmultichannel systemBrownian approximationsexponentional familiesscanning rule
Related Items (4)
When is it best to follow the leader? ⋮ Are there needles in a moving haystack? Adaptive sensing for detection of dynamically evolving signals ⋮ Sequential Methods in Multi-Arm Clinical Trials ⋮ The pure exploration problem with general reward functions depending on full distributions
Cites Work
- Unnamed Item
- Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean
- Sequential analysis. Tests and confidence intervals
- A diffusion process and its applications to detecting a change in the drift of Brownian motion
- On the Detection of Disorder in a Manufacturing Process. I.
- On a Problem in Optimal Scanning
This page was built for publication: A simple and effective scanning rule for a multi-channel system
